Gokhan Sonaer

Duquesne University

Assistant Professor of Finance

600 Forbes Avenue

Pittsburgh, PA 15282

United States

SCHOLARLY PAPERS

7

DOWNLOADS
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Top 24,536

in Total Papers Downloads

1,870

CITATIONS

2

Scholarly Papers (7)

1.

Momentum Loses its Momentum: Implications for Market Efficiency

Midwest Finance Association 2012 Annual Meetings Paper
Number of pages: 50 Posted: 16 Jan 2015 Last Revised: 06 Jun 2016
Debarati Bhattacharya, Raman Kumar and Gokhan Sonaer
Duquesne University - Palumbo Donahue School of Business, Virginia Polytechnic Institute & State University - Pamplin College of Business and Duquesne University
Downloads 954 (22,697)
Citation 3

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Momentum, Market Efficiency

2.
Downloads 426 ( 66,271)
Citation 2

Has Momentum Lost Its Momentum?

Review of Quantitative Finance and Accounting, Forthcoming
Number of pages: 43 Posted: 08 Jun 2016 Last Revised: 15 Jun 2019
Debarati Bhattacharya, Wei-Hsien Li and Gokhan Sonaer
Duquesne University - Palumbo Donahue School of Business, National Central University and Duquesne University
Downloads 391 (72,742)
Citation 2

Abstract:

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Momentum, Market efficiency, Market anomaly, Asset pricing

Has Momentum Lost Its Momentum?

Review of Quantitative Finance and Accounting, Vol. 48, No. 1, 2017
Number of pages: 47 Posted: 06 Sep 2018 Last Revised: 16 Sep 2018
Debarati Bhattacharya, Wei-Hsien Li and Gokhan Sonaer
Duquesne University - Palumbo Donahue School of Business, National Central University at Taiwan - Department of Finance and Duquesne University
Downloads 35 (447,404)

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Momentum, Market Efficiency, Market Anomaly, Asset Pricing

3.

Momentum Loses Its Momentum: Implications for Market Efficiency

Number of pages: 50 Posted: 16 Feb 2011 Last Revised: 17 Jan 2015
Debarati Bhattacharya, Raman Kumar and Gokhan Sonaer
Duquesne University - Palumbo Donahue School of Business, Virginia Polytechnic Institute & State University - Pamplin College of Business and Duquesne University
Downloads 416 (68,176)

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Momentum, Market Efficiency

4.

Industry Herding by Hedge Funds

Number of pages: 41 Posted: 09 Oct 2018 Last Revised: 17 Apr 2019
Mustafa Onur Caglayan, Umut Celiker and Gokhan Sonaer
Florida International University, Cleveland State University - Monte Ahuja College of Business and Duquesne University
Downloads 74 (314,058)

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herding, hedge funds, industry returns

5.

Do Mutual Funds Herd in Industries?

Journal of Banking and Finance, Vol. 52, 2015
Posted: 09 Nov 2016
Umut Celiker, Jaideep Chowdhury and Gokhan Sonaer
Cleveland State University - Monte Ahuja College of Business, James Madison University and Duquesne University

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Herding, Mutual Funds, Industry Momentum

6.

Cash Flow News, Discount Rate News, and Momentum

Journal of Banking and Finance, Vol. 72, 2016
Posted: 08 Nov 2016
Cleveland State University - Monte Ahuja College of Business, Ozyegin University, Virginia Polytechnic Institute & State University - Pamplin College of Business and Duquesne University

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Momentum, Cash flow news, Asset pricing, Market efficiency

7.

Hedge Fund vs. Non-Hedge Fund Institutional Demand and the Book-to-Market Effect

Journal of Banking and Finance, Vol. 92, No. 51-66, 2018
Posted: 07 Nov 2016 Last Revised: 25 Nov 2018
Mustafa Onur Caglayan, Umut Celiker and Gokhan Sonaer
Florida International University, Cleveland State University - Monte Ahuja College of Business and Duquesne University

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Book-To-Market Effect; Institutional Demand; Hedge Funds